+3.2%
SLB vs FIVE
+50.0%
-46.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.4% |
| 7D | +0.8% | +4.3% | -3.4% | +0.3% |
| 30D | +15.8% | +12.5% | +3.3% | +14.0% |
| 3M | -0.3% | +31.2% | -31.6% | -3.8% |
| 6M | +21.3% | +14.4% | +7.0% | +18.6% |
| YTD | +52.3% | +33.9% | +18.4% | +45.8% |
| 1Y | +63.6% | +65.1% | -1.4% | +52.3% |
| All | +3.2% | +50.0% | -46.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling